Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52370.71 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48236.44 Kr¶

PnL: ---------------------------------------> -695.56 Kr¶

DD now: ---------------------------------> -1.411 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 17:17:13.696677'

Anic Portfolio¶

Today¶

Return: 0.568 %¶

This Week¶

Return: 0.104 %¶

Total portfolio value¶

Return including deposits: 71.448 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 8.280000 711.480000 72.480000 11.340000 638.999984
Xvivo Perfusion 3 0.680000 888.000000 43.000000 5.090000 845.000001
Sedana Medical 135 5.490000 4360.500000 29.500000 0.680000 4330.999935
Biotage 4 1.310000 632.200000 29.200000 4.840000 603.000000
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.210000 682.760000 20.760000 3.140000 661.999988
Fortnox 10 1.540000 686.800000 18.800000 2.810000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
SynAct Pharma 9 -0.820000 652.500000 7.500000 1.160000 645.000003
Addnode Group B 6 -0.240000 758.400000 6.400000 0.850000 751.999998
NCC B 7 0.050000 656.950000 2.950000 0.450000 653.999997
Indutrade 5 -0.640000 1320.000000 0.000000 0.000000 1320.000000
Latour B 2 -0.840000 448.200000 -0.800000 -0.180000 449.000000
Gaming Innovation Group 161 0.970000 4186.000000 -2.000000 -0.050000 4187.999942
Sdiptech B 3 -1.020000 816.000000 -6.000000 -0.730000 822.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.220000 566.000000 -8.000000 -1.390000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Nolato B 12 -2.040000 634.200000 -13.800000 -2.130000 648.000000
Investor B 3 -0.790000 643.650000 -14.350000 -2.180000 657.999999
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Balco Group 39 1.520000 1827.150000 -47.850000 -2.550000 1874.999997
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Investor A 16 -1.020000 3430.400000 -114.600000 -3.230000 3545.000000
New Wave B 40 0.320000 3772.000000 -144.000000 -3.680000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 2.870000 2649.200000 -317.800000 -10.710000 2966.999993
TOTAL 48236.440000 -695.560000 -1.41121% 48931.999868

Updated:¶

'2023-06-14 17:17:31.064716'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶